US Dollar to Canadian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:4.85% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 12.91 | |
| 0.0371 | 19.32 | |
| 0.9657 | 938.46 | |
| -0.0135 | -5.27 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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